+52.1%
CIFR vs ISRG
-2.6%
+54.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.9% | +7.4% |
| 7D | +26.7% | -5.2% | +31.9% | +30.9% |
| 30D | +7.7% | -7.6% | +15.3% | +12.1% |
| 3M | -23.8% | -16.4% | -7.4% | -17.3% |
| 6M | +35.9% | -28.6% | +64.5% | +65.0% |
| YTD | +25.4% | -38.2% | +63.6% | +69.5% |
| 1Y | +139.8% | -25.5% | +165.3% | +169.9% |
| 3Y | +515.0% | +17.4% | +497.5% | +402.7% |
| 5Y | +52.1% | -3.0% | +55.1% | +8.7% |
| All | +52.1% | -2.6% | +54.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ISRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling